If you're just interested in bragging rights, there are several things you cand do with windows... I can go into more detail wherever necessary.
Press "Print Screen" on your keyboard to capture your entire screen, and stick it in your clipboard. Then copy and paste it into your graphics program of choice. Be sure to save as a jpeg.
Or, if your running in windowed mode, press Ctrl-Alt-PrintScreen to grab only the active window, and not your whole desktop.
And finally, there is
FRAPS. Fraps can display your framerate and
capture screenshots. The free version will save any screenshots as bitmaps (.bmp)- you'll need to convert them to a more compact image format before uploading to the web.